Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47309.85 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45914.87 Kr¶

PnL: ---------------------------------------> -973.7 Kr¶

DD now: ---------------------------------> -2.714 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 16:40:59.164260'

Anic Portfolio¶

Today¶

Return: -0.263 %¶

This Week¶

Return: -1.259 %¶

Total¶

Return: 54.88 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.820000 3095.000000 168.000000 5.740000 2927.000000
HEBA B 70 -0.880000 2765.000000 129.000000 4.890000 2636.000010
HMS Networks 2 15.270000 797.200000 124.200000 18.450000 673.000000
SAAB B 8 0.800000 3435.200000 58.200000 1.720000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.080000 392.300000 37.300000 10.510000 355.000000
Nordea Bank Abp 29 0.350000 3481.160000 27.160000 0.790000 3453.999992
Corem Property Group B 59 -2.490000 601.800000 24.800000 4.300000 576.999999
AcadeMedia 12 -1.150000 578.880000 21.880000 3.930000 557.000004
Resurs Holding 22 -1.680000 591.800000 17.800000 3.100000 573.999998
Intrum 4 2.720000 544.600000 17.600000 3.340000 527.000000
Swedbank A 3 -0.230000 578.400000 14.400000 2.550000 564.000000
Boozt 12 0.000000 1668.000000 14.000000 0.850000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
OEM International B 7 0.390000 539.700000 11.700000 2.220000 527.999997
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Securitas B 6 -0.150000 577.920000 7.920000 1.390000 570.000000
Karnov Group 9 0.500000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Coor Service Management Hold. 8 -0.300000 533.600000 1.600000 0.300000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.100000 247.440000 1.440000 0.590000 246.000000
CTEK 13 0.760000 533.130000 -0.870000 -0.160000 533.999999
Handelsbanken A 5 0.560000 542.750000 -3.250000 -0.600000 546.000000
Midsona B 63 1.120000 567.630000 -15.370000 -2.640000 582.999984
Essity B 2 -2.470000 545.400000 -28.600000 -4.980000 574.000000
International Petroleum Corp. 5 -0.360000 550.500000 -44.070000 -7.410000 594.565215
Essity A 4 -2.330000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 3.130000 550.210000 -62.790000 -10.240000 612.999432
Sampo Oyj SDB 7 -1.280000 3766.000000 -84.000000 -2.180000 3850.000000
Beijer Electronics Group 26 -8.940000 2860.000000 -111.000000 -3.740000 2971.000006
Fasadgruppen Group 35 0.000000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 0.380000 1408.500000 -255.500000 -15.350000 1663.999992
Axfood 13 -3.160000 3463.200000 -292.800000 -7.800000 3756.000001
Ovzon 52 0.000000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 45914.870000 -973.700000 -2.71446% 46888.564618

Updated:¶

'2023-01-26 16:41:12.322557'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶